Reduced-load equivalence for queues with Gaussian input

DOI10.1007/S11134-005-6973-XzbMath1080.90027OpenAlexW2138203908MaRDI QIDQ2572899

A. B. Dieker

Publication date: 7 November 2005

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://ir.cwi.nl/pub/11017

zbMATH Keywords

Gaussian processesregular variationlarge deviationsextremesruin probabilities

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Related Items (1)

Tails for (max, plus) recursions under subexponentiality

Cites Work

• Unnamed Item
• Reduced load equivalence under subexponentiality
• Sampling at subexponential times, with queueing applications
• Mixed fractional Brownian motion
• Ruin probabilities and decompositions for general perturbed risk processes.
• On a reduced load equivalence for fluid queues under subexponentiality
• Extremes of Gaussian processes over an infinite horizon
• Conditional limit theorems for queues with Gaussian input, a weak convergence approach
• Reduced-load equivalence for Gaussian processes
• Spectrally negative Lévy processes with applications in risk theory
• Asymptotic results for multiplexing subexponential on-off processes
• Large Deviation Analysis of Subexponential Waiting Times in a Processor-Sharing Queue
• Large Deviations of Square Root Insensitive Random Sums
• Distribution of the first ladder height of a stationary risk process perturbed by \(\alpha\)-stable Lévy motion

This page was built for publication: Reduced-load equivalence for queues with Gaussian input